Anic Equity¶

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Total return since start: 0.548 %¶

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Equity now: -----------------------------> 47293.09 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45898.11 Kr¶

PnL: ---------------------------------------> -990.46 Kr¶

DD now: ---------------------------------> -2.749 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 16:51:18.752700'

Anic Portfolio¶

Today¶

Return: -0.298 %¶

This Week¶

Return: -1.294 %¶

Total¶

Return: 54.825 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 2.820000 3095.000000 168.000000 5.740000 2927.000000
HMS Networks 2 15.150000 796.400000 123.400000 18.340000 673.000000
HEBA B 70 -1.130000 2758.000000 122.000000 4.630000 2636.000010
SAAB B 8 0.800000 3435.200000 58.200000 1.720000 3377.000000
MedCap 2 0.000000 461.000000 40.000000 9.500000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -0.100000 391.600000 36.600000 10.310000 355.000000
Nordea Bank Abp 29 0.330000 3480.580000 26.580000 0.770000 3453.999992
Corem Property Group B 59 -2.580000 601.210000 24.210000 4.200000 576.999999
AcadeMedia 12 -1.230000 578.400000 21.400000 3.840000 557.000004
Intrum 4 2.790000 545.000000 18.000000 3.420000 527.000000
Boozt 12 0.220000 1671.600000 17.600000 1.060000 1653.999996
Resurs Holding 22 -1.750000 591.360000 17.360000 3.020000 573.999998
Swedbank A 3 -0.390000 577.500000 13.500000 2.390000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
OEM International B 7 0.390000 539.700000 11.700000 2.220000 527.999997
Eastnine 4 0.000000 502.400000 11.400000 2.320000 491.000000
Norva24 Group 16 1.110000 552.320000 9.320000 1.720000 543.000000
Securitas B 6 -0.060000 578.400000 8.400000 1.470000 570.000000
Karnov Group 9 0.500000 543.600000 7.600000 1.420000 536.000004
Creaspac SPAC 6 0.730000 581.400000 4.400000 0.760000 577.000002
Coor Service Management Hold. 8 0.070000 535.600000 3.600000 0.680000 532.000000
Samhällsbyggnadsbo. i Norden D 12 0.000000 247.680000 1.680000 0.680000 246.000000
CTEK 13 1.200000 535.470000 1.470000 0.280000 533.999999
Handelsbanken A 5 0.510000 542.500000 -3.500000 -0.640000 546.000000
Midsona B 63 2.240000 573.930000 -9.070000 -1.560000 582.999984
Essity B 2 -2.400000 545.800000 -28.200000 -4.910000 574.000000
International Petroleum Corp. 5 -0.270000 551.000000 -43.570000 -7.330000 594.565215
Essity A 4 -2.330000 1092.000000 -57.000000 -4.960000 1149.000000
Vivesto 1368 3.130000 550.210000 -62.790000 -10.240000 612.999432
Sampo Oyj SDB 7 -1.190000 3769.500000 -80.500000 -2.090000 3850.000000
Beijer Electronics Group 26 -9.600000 2839.200000 -131.800000 -4.440000 2971.000006
Fasadgruppen Group 35 -0.770000 3605.000000 -206.000000 -5.410000 3810.999990
OX2 18 0.770000 1413.900000 -250.100000 -15.030000 1663.999992
Axfood 13 -3.130000 3464.500000 -291.500000 -7.760000 3756.000001
Ovzon 52 0.560000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 45898.110000 -990.460000 -2.74893% 46888.564618

Updated:¶

'2023-01-26 16:51:31.886269'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶